Information amount and higher-order efficiency in estimation

DOI10.1007/BF00050777zbMath0703.62031OpenAlexW2078108957MaRDI QIDQ916249

Yuzo Hosoya

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00050777

zbMATH Keywords

asymptotic biasefficiencymaximum likelihood estimatorinformation lossmultinomial modelconvex loss functionsFisher information of first-order asymptotically efficient estimatorssecond order Kullback risksecond-order asymptotic approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistical decision theory (62C99)

Related Items (1)

More higher-order efficiency: Concentration probability

Cites Work

• Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Maximum likelihood and decision theory
• A third-order optimum property of the maximum likelihood estimator
• High-order efficiency in the estimation of linear processes
• The second-order Fisher information
• Second-order sufficiency and statistical invariants
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